+120.7%
VLO vs FIX
+15.7%
+104.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +9.6% | +9.4% | +0.2% | +9.1% |
| 30D | -17.4% | -27.8% | +10.4% | -17.1% |
| 3M | +10.8% | -35.6% | +46.3% | +11.0% |
| 6M | +56.9% | -45.2% | +102.2% | +56.1% |
| YTD | +136.8% | +19.5% | +117.3% | +128.4% |
| 1Y | +120.7% | +24.2% | +96.4% | +109.8% |
| All | +120.7% | +15.7% | +104.9% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling